Invertibility via distance for noncentered random matrices with continuous distributions

  title={Invertibility via distance for noncentered random matrices with continuous distributions},
  author={Konstantin E. Tikhomirov},
  journal={Random Struct. Algorithms},
Let $A$ be an $n\times n$ random matrix with independent rows $R_1(A),\dots,R_n(A)$, and assume that for any $i\leq n$ and any three-dimensional linear subspace $F\subset {\mathbb R}^n$ the orthogonal projection of $R_i(A)$ onto $F$ has distribution density $\rho(x):F\to{\mathbb R}_+$ satisfying $\rho(x)\leq C_1/\max(1,\|x\|_2^{2000})$ ($x\in F$) for some constant $C_1>0$. We show that for any fixed $n\times n$ real matrix $M$ we have $${\mathbb P}\{s_{\min}(A+M)\leq t n^{-1/2}\}\leq C'\, t… Expand
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  • ArXiv
  • 2021
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